+528.0%
APH vs TE
-78.8%
+606.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.6% | +8.7% | -0.1% |
| 7D | -5.0% | -26.9% | +21.8% | -2.3% |
| 30D | -8.4% | -38.9% | +30.6% | -4.5% |
| 3M | -4.5% | -61.0% | +56.5% | +3.0% |
| 6M | +25.3% | -66.4% | +91.7% | +34.8% |
| YTD | +18.9% | -69.0% | +87.9% | +26.8% |
| 1Y | +11.9% | -54.0% | +65.9% | +14.8% |
| 3Y | +278.0% | +38.0% | +240.0% | +220.2% |
| 5Y | +306.4% | -81.0% | +387.4% | +304.3% |
| All | +528.0% | -78.8% | +606.8% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling